Choice of least-squares algorithms for the identification of ARM AX dynamic systems

DOI10.1080/00207728908910207zbMATH Open0678.93071OpenAlexW2061472311MaRDI QIDQ3835403FDOQ3835403

Authors: Mohamed Ahmed Fkirin 

Publication date: 1989

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728908910207

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zbMATH Keywords

identification algorithmsmodel structurerecursive least-squaresARMAX dynamic systemsBatch least-squaresextended recursive least-squares

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The convergence of AML
• Identification and application of bounded-parameter models
• System identification. A survey
• Model-Reference Adaptive Control—Stability, Parameter Convergence, and Robustness
• On the stability of dynamic models obtained by least-squares identification
• Experimental comparison and application of various parameter-adaptive control algorithms
• Bounds on the accuracy of Gaussian ARMA parameter estimation methods based on sample covariances
• Convergence of an adaptive filter algorithm
• A fundamental approach to the convergence analysis of least squares algorithms
• Recursive methods for off-line identification
• On the stability of time-varying models obtained by extended recursive least-squares identification

Cited In (3)

• Least-squares identification for ARMAX models without the positive real condition
• Forecasting of economic dynamic systems
• ARMAX lattice algorithm for identification and prediction of dynamic systems

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